+218.5%
SYF vs IP
+26.3%
+192.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.0% |
| 7D | -2.1% | -5.1% | +2.9% | +1.0% |
| 30D | +2.5% | +8.5% | -6.0% | -2.8% |
| 3M | -6.3% | -13.8% | +7.6% | +1.8% |
| 6M | -1.5% | +5.7% | -7.2% | -7.2% |
| YTD | -10.5% | -9.1% | -1.4% | -10.0% |
| 1Y | +1.5% | -0.8% | +2.3% | -4.2% |
| 3Y | +163.3% | +14.8% | +148.5% | +102.9% |
| 5Y | +66.8% | -11.5% | +78.3% | +55.8% |
| All | +218.5% | +26.3% | +192.2% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling